+29.6%
BX vs LTH
+150.3%
-120.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -8.9% | -3.7% | -5.2% | -7.7% |
| 30D | -14.8% | -5.3% | -9.5% | -13.2% |
| 3M | +6.9% | +24.2% | -17.3% | -1.7% |
| 6M | +16.3% | +54.8% | -38.6% | -2.3% |
| YTD | -16.1% | +56.1% | -72.1% | -29.9% |
| 1Y | -26.8% | +45.5% | -72.3% | -37.5% |
| 3Y | +22.4% | +155.9% | -133.5% | -17.5% |
| All | +29.6% | +150.3% | -120.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling